Goldman Sachs Call 50 ABBN 21.03..../  DE000GG5HNA2  /

EUWAX
12/20/2024  12:51:20 PM Chg.-0.31 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
1.59EUR -16.32% -
Bid Size: -
-
Ask Size: -
ABB LTD N 50.00 CHF 3/21/2025 Call
 

Master data

WKN: GG5HNA
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ABB LTD N
Type: Warrant
Option type: Call
Strike price: 50.00 CHF
Maturity: 3/21/2025
Issue date: 3/21/2024
Last trading day: 3/20/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 24.13
Leverage: Yes

Calculated values

Fair value: 1.60
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.21
Parity: -1.56
Time value: 2.16
Break-even: 55.84
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 0.32
Spread abs.: 0.30
Spread %: 16.13%
Delta: 0.46
Theta: -0.02
Omega: 11.00
Rho: 0.05
 

Quote data

Open: 1.69
High: 1.69
Low: 1.59
Previous Close: 1.90
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -57.82%
1 Month
  -40.89%
3 Months
  -43.62%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.98 1.59
1M High / 1M Low: 4.19 1.59
6M High / 6M Low: 5.05 1.33
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.98
Avg. volume 1W:   0.00
Avg. price 1M:   3.23
Avg. volume 1M:   0.00
Avg. price 6M:   2.80
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   231.62%
Volatility 6M:   206.78%
Volatility 1Y:   -
Volatility 3Y:   -